Leaderboard - AI4Finance-Foundation/FinRL Wiki
We encourage you to reach out and share with us your scores and links to your write-ups and code to reproduce your results. In the spirit of fair competition, write-ups should explain how to fully reproduce the result and can be in the form of a simple gist link, blog post, or GitHub repo.
Results posted on the leaderboard should be repeatable by anyone, therefore posting only the results sheet is not enough: a full configuration breakdown (including algorithms settings and seed, exploration schedule, etc.) must be published.
This is a new initiative, so be patient as the leaderboards begin to populate. Hopefully sharing our top results with the FinRL community will help everyone going forward.
A stock trading environment for OpenAI gym.
- start_date: '2009-01-01'
- start_trade_date: '2019-01-01'
- end_date: '2021-12-31'
- ticker_list: config.DOW_30_TICKER
- tech_indicator_list: config.TECHNICAL_INDICATORS_LIST
- hmax: 100
- initial_amount: 1e6
- buy_cost_pct: 1e-3
- sell_cost_pct: 1e-3
|User||Write-up||Annual return||Cumulative returns||Annual volatility||Sharpe ratio||Calmar ratio||Stability||Max drawdown|